Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 798'011 CHF | 267'504 CHF | 99.31% | 99.31% |
19.11.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 752'810 CHF | 252'436 CHF | 99.36% | 99.36% |
18.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 742'748 CHF | 249'083 CHF | 99.20% | 99.20% |
15.11.2024 | 0.55% | 1.68 CHF | 1.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 815'112 CHF | 273'204 CHF | 99.38% | 99.38% |
14.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 856'913 CHF | 287'138 CHF | 98.35% | 98.35% |
13.11.2024 | 0.51% | 1.87 CHF | 1.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 876'650 CHF | 293'717 CHF | 95.26% | 95.26% |
12.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 899'198 CHF | 301'233 CHF | 98.74% | 98.74% |
11.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 959'098 CHF | 321'199 CHF | 99.37% | 99.37% |
08.11.2024 | 0.45% | 2.13 CHF | 2.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 997'039 CHF | 333'846 CHF | 97.51% | 97.51% |
07.11.2024 | 0.51% | 2.30 CHF | 2.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 891'323 CHF | 298'608 CHF | 98.60% | 98.60% |